Reading 57原版书问题第三题：arbitrage transaction定义为在t=0时刻会generates a net inflow of funds，然后在t=T时刻cashflow offset。
那么，为什么cash and carry arbitrage作为arbitrage, 在t=0时刻borrow fund + buy asset + short forward contract, net cash flow =0。而在t=T时刻会pay back loan and interest + sell asset = + net inflow，即有arbitrage profit inflow呢？ （和以上arbitrage transaction定义相反，why？）
